+41,936.4%
JBL vs RGEN
+2,383.0%
+39,553.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +3.0% | -4.9% | +7.9% | +3.4% |
| 30D | -8.3% | +5.7% | -13.9% | -8.7% |
| 3M | -16.9% | +32.4% | -49.3% | -18.8% |
| 6M | +21.8% | +33.2% | -11.4% | +18.6% |
| YTD | +36.3% | +2.3% | +34.0% | +35.4% |
| 1Y | +49.5% | +39.0% | +10.5% | +45.0% |
| 3Y | +170.6% | -4.6% | +175.3% | +166.5% |
| 5Y | +408.4% | -42.7% | +451.1% | +411.4% |
| 10Y | +1,450.4% | +433.6% | +1,016.8% | +1,245.5% |
| All | +41,936.4% | +2,383.0% | +39,553.5% | +29,186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling